Combine ricotta, sugar, orange zest, and vanilla in a bowl. Mix well and refrigerate to chill.
Sift together flour and baking powder. In another bowl, whisk eggs, sugar, milk, melted butter, salt, and lemon zest. Gradually mix in the dry ingredients until a dough forms. Chill the dough for easier handling.
Form the dough into small balls, and bake until they are golden at the bottom. Let cool.
Hollow out each cookie and fill with the ricotta mixture. Join two halves to form a peach shape. Mix food coloring with rum, peach liqueur, or peach juice, and lightly brush the cookies. Roll them in granulated sugar and chill. Garnish with mint leaves before serving.
